{"id":16499438,"url":"https://github.com/tpapp/mcmc_lr_tests.jl","last_synced_at":"2026-03-04T08:01:52.667Z","repository":{"id":55588537,"uuid":"98037323","full_name":"tpapp/MCMC_LR_Tests.jl","owner":"tpapp","description":"Likelihood ratio test for comparing MCMC sample means to a known value.","archived":false,"fork":false,"pushed_at":"2020-12-20T09:16:40.000Z","size":12,"stargazers_count":2,"open_issues_count":3,"forks_count":1,"subscribers_count":1,"default_branch":"master","last_synced_at":"2026-01-20T20:05:02.687Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Julia","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"other","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/tpapp.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE.md","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2017-07-22T14:41:55.000Z","updated_at":"2019-06-14T01:46:00.000Z","dependencies_parsed_at":"2022-08-15T03:50:21.906Z","dependency_job_id":null,"html_url":"https://github.com/tpapp/MCMC_LR_Tests.jl","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/tpapp/MCMC_LR_Tests.jl","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FMCMC_LR_Tests.jl","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FMCMC_LR_Tests.jl/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FMCMC_LR_Tests.jl/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FMCMC_LR_Tests.jl/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/tpapp","download_url":"https://codeload.github.com/tpapp/MCMC_LR_Tests.jl/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FMCMC_LR_Tests.jl/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":30075912,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-03-04T05:31:57.858Z","status":"ssl_error","status_checked_at":"2026-03-04T05:31:38.462Z","response_time":59,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.5:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-10-11T14:52:51.941Z","updated_at":"2026-03-04T08:01:52.651Z","avatar_url":"https://github.com/tpapp.png","language":"Julia","funding_links":[],"categories":[],"sub_categories":[],"readme":"# MCMC\\_LR\\_Test\n\n[![Project Status: WIP – Initial development is in progress, but there has not yet been a stable, usable release suitable for the public.](http://www.repostatus.org/badges/latest/wip.svg)](http://www.repostatus.org/#wip)\n[![Build Status](https://travis-ci.org/tpapp/MCMC_LR_Tests.jl.svg?branch=master)](https://travis-ci.org/tpapp/MCMC_LR_Tests.jl)\n[![Coverage Status](https://coveralls.io/repos/tpapp/MCMC_LR_Tests.jl/badge.svg?branch=master\u0026service=github)](https://coveralls.io/github/tpapp/MCMC_LR_Tests.jl?branch=master)\n[![codecov.io](http://codecov.io/github/tpapp/MCMC_LR_Tests.jl/coverage.svg?branch=master)](http://codecov.io/github/tpapp/MCMC_LR_Tests.jl?branch=master)\n\nCompare the mean and covariance of a MCMC sample to a known value using a likelihood ratio test with a p-value.\n\nFor unit testing *MCMC software*. The returned p-values should be treated as a distance measure that has a distribution that is not too far away from the uniform, but the latter is not guaranteed. Simple testing can assert that p-values are bigger than a certain threshold, more complex testing can compare quantiles. See the docstrings of the exported functions `mean_LR_pvalue` and `cov_LR_pvalue`, and the unit tests.\n\n## References\n\nBai, Z., Jiang, D., Yao, J. F., \u0026 Zheng, S. (2009). Corrections to LRT on large-dimensional covariance matrix by RMT. The Annals of Statistics, 3822-3840.\n\nVats, D., Flegal, J. M., \u0026 Jones, G. L. (2015). Multivariate output analysis for Markov chain Monte Carlo. arXiv preprint [arXiv:1512.07713](https://arxiv.org/abs/1512.07713).\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ftpapp%2Fmcmc_lr_tests.jl","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Ftpapp%2Fmcmc_lr_tests.jl","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ftpapp%2Fmcmc_lr_tests.jl/lists"}